-29.4%
TSCO vs SHEL
+43.6%
-73.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.5% | +4.1% |
| 7D | +15.7% | -3.2% | +18.9% | +15.5% |
| 30D | +16.4% | +5.5% | +10.9% | +16.4% |
| 3M | +11.2% | +14.4% | -3.2% | +11.5% |
| 6M | +14.9% | +16.2% | -1.2% | +15.5% |
| YTD | -25.4% | +42.4% | -67.8% | -26.8% |
| 1Y | -29.4% | +43.3% | -72.7% | -31.1% |
| All | -29.4% | +43.6% | -73.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling